Linear Multiple Low-Rank Kernel Based Stationary Gaussian Processes Regression for Time Series.
Feng YinLishuo PanXinwei HeTianshi ChenSergios TheodoridisZhi-Quan Tom LuoPublished in: CoRR (2019)
Keyphrases
- gaussian processes
- low rank
- gaussian process regression
- non stationary
- covariance function
- gaussian process
- convex optimization
- missing data
- kernel matrix
- hyperparameters
- linear combination
- support vector
- singular value decomposition
- matrix factorization
- model selection
- high dimensional data
- high order
- kernel methods
- semi supervised
- image processing
- regression model
- multi task
- multi class
- support vector machine
- feature space
- reinforcement learning